1
$\begingroup$

I am beginner in statistics. I have excel table with few columns. I would like to find correlation between the variables. I have to make an essay to my boss and he wants concrete answers. I searchin on the internet, and i find this online tool:

Correlation coefficient calculator

I have nothing problem with that tool but it shows me 2 type of correlation coefficient. One of them is the Spearman and the other one is the Pearson.

Which one should I have to use? Which one is the better, more credible?Please Help.

Thank you in advance, David

$\endgroup$
1
  • 1
    $\begingroup$ I would say that the Pearson product moment gives you a very simple notion of correleation; basically a value close to $+1$ shows positivie correlation and $-1$ showing negative correlation. Spearman's shows dependence between variables. $\endgroup$
    – Autolatry
    Commented Apr 21, 2015 at 13:09

1 Answer 1

2
$\begingroup$

Pearson's correlation measures the linear component of association. It will be +1 if a plot of one variable against another has all points exactly on an upward-sloping line, and -1 if all points are exactly on a downward-sloping line. If there is little or no linear aspect of association then Pearson's correlation will be near 0.

Spearman's correlation is based on ranks, and may give misleading results if there are more than a few tied values in either variable. If y always increases when x increases, then the value will be +1 whether or not the progression is linear.

It would not be appropriate to suggest one method over the other without knowing more about your data, and your purpose for wanting to look at the association between two variables.

In the following example, there is an exact linear relationship between X and Y, and the relationship between X and Z is strong but not linear. It may be a clearer example if you make two plots: (a) x vs. y, and (b) x vs. Z.

 x:   1  2  3  4  5  6  7  8    9 10
 y:   5  7  9 11 13 15 17 19   21 23
 z:   1  2  3  5  7 10 20 50 100 300

 cor(x,y)  # Pearson
  ## 1
 cor(x,z)  # Pearson
  ## 0.7200748
 cor(x, z, method="spearman")
  ## 1
$\endgroup$

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .